13 resultados para Multivariate generalized t -distribution
em BORIS: Bern Open Repository and Information System - Berna - Suiça
On the multivariate Huesler-Reiss distribution attracting the maxima of elliptical triangular arrays
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We present an analysis of daily extreme precipitation events for the extended winter season (October–March) at 20 Mediterranean coastal sites covering the period 1950–2006. The heavy tailed behaviour of precipitation extremes and estimated return levels, including associated uncertainties, are derived applying a procedure based on the Generalized Pareto Distribution, in combination with recently developed methods. Precipitation extremes have an important contribution to make seasonal totals (approximately 60% for all series). Three stations (one in the western Mediterranean and the others in the eastern basin) have a 5-year return level above 100 mm, while the lowest value (estimated for two Italian series) is equal to 58 mm. As for the 50-year return level, an Italian station (Genoa) has the highest value of 264 mm, while the other values range from 82 to 200 mm. Furthermore, six series (from stations located in France, Italy, Greece, and Cyprus) show a significant negative tendency in the probability of observing an extreme event. The relationship between extreme precipitation events and the large scale atmospheric circulation at the upper, mid and low troposphere is investigated by using NCEP/NCAR reanalysis data. A 2-step classification procedure identifies three significant anomaly patterns both for the western-central and eastern part of the Mediterranean basin. In the western Mediterranean, the anomalous southwesterly surface to mid-tropospheric flow is connected with enhanced moisture transport from the Atlantic. During ≥5-year return level events, the subtropical jet stream axis is aligned with the African coastline and interacts with the eddy-driven jet stream. This is connected with enhanced large scale ascending motions, instability and leads to the development of severe precipitation events. For the eastern Mediterranean extreme precipitation events, the identified anomaly patterns suggest warm air advection connected with anomalous ascent motions and an increase of the low- to mid-tropospheric moisture. Furthermore, the jet stream position (during ≥5-year return level events) supports the eastern basin being in a divergence area, where ascent motions are favoured. Our results contribute to an improved understanding of daily precipitation extremes in the cold season and associated large scale atmospheric features.
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In this article we propose an exact efficient simulation algorithm for the generalized von Mises circular distribution of order two. It is an acceptance-rejection algorithm with a piecewise linear envelope based on the local extrema and the inflexion points of the generalized von Mises density of order two. We show that these points can be obtained from the roots of polynomials and degrees four and eight, which can be easily obtained by the methods of Ferrari and Weierstrass. A comparative study with the von Neumann acceptance-rejection, with the ratio-of-uniforms and with a Markov chain Monte Carlo algorithms shows that this new method is generally the most efficient.
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BACKGROUND: First investigations of the interactions between weather and the incidence of acute myocardial infarctions date back to 1938. The early observation of a higher incidence of myocardial infarctions in the cold season could be confirmed in very different geographical regions and cohorts. While the influence of seasonal variations on the incidence of myocardial infarctions has been extensively documented, the impact of individual meteorological parameters on the disease has so far not been investigated systematically. Hence the present study intended to assess the impact of the essential variables of weather and climate on the incidence of myocardial infarctions. METHODS: The daily incidence of myocardial infarctions was calculated from a national hospitalization survey. The hourly weather and climate data were provided by the database of the national weather forecast. The epidemiological and meteorological data were correlated by multivariate analysis based on a generalized linear model assuming a log-link-function and a Poisson distribution. RESULTS: High ambient pressure, high pressure gradients, and heavy wind activity were associated with an increase in the incidence of the totally 6560 hospitalizations for myocardial infarction irrespective of the geographical region. Snow- and rainfall had inconsistent effects. Temperature, Foehn, and lightning showed no statistically significant impact. CONCLUSIONS: Ambient pressure, pressure gradient, and wind activity had a statistical impact on the incidence of myocardial infarctions in Switzerland from 1990 to 1994. To establish a cause-and-effect relationship more data are needed on the interaction between the pathophysiological mechanisms of the acute coronary syndrome and weather and climate variables.
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BACKGROUND Chronic pain is associated with generalized hypersensitivity and impaired endogenous pain modulation (conditioned pain modulation; CPM). Despite extensive research, their prevalence in chronic pain patients is unknown. This study investigated the prevalence and potential determinants of widespread central hypersensitivity and described the distribution of CPM in chronic pain patients. METHODS We examined 464 consecutive chronic pain patients for generalized hypersensitivity and CPM using pressure algometry at the second toe and cold pressor test. Potential determinants of generalized central hypersensitivity were studied using uni- and multivariate regression analyses. Prevalence of generalized central hypersensitivity was calculated for the 5th, 10th and 25th percentile of normative values for pressure algometry obtained by a previous large study on healthy volunteers. CPM was addressed on a descriptive basis, since normative values are not available. RESULTS Depending on the percentile of normative values considered, generalized central hypersensitivity affected 17.5-35.3% of patients. 23.7% of patients showed no increase in pressure pain threshold after cold pressor test. Generalized central hypersensitivity was more frequent and CPM less effective in women than in men. Unclearly classifiable pain syndromes showed higher frequencies of generalized central hypersensitivity than other pain syndromes. CONCLUSIONS Although prevalent in chronic pain, generalized central hypersensitivity is not present in every patient. An individual assessment is therefore required in order to detect altered pain processing. The broad basic knowledge about central hypersensitivity now needs to be translated into concrete clinical consequences, so that patients can be offered an individually tailored mechanism-based treatment.
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Aims: We sought to analyse local distribution of aortic annulus and left ventricular outflow tract (LVOT) calcification in patients undergoing transcatheter aortic valve replacement (TAVR) and its impact on aortic regurgitation (AR) immediately after device placement. Methods and results: A group of 177 patients with severe aortic stenosis undergoing multislice computed tomography of the aortic root followed by TAVR were enrolled in this single-centre study. Annular and LVOT calcifications were assessed per cusp using a semi-quantitative grading system (0: none; 1 [mild]: small, non-protruding calcifications; 2 [moderate]: protruding [>1 mm] or extensive [>50% of cusp sector] calcifications; 3 [severe]: protruding and extensive calcifications). Any calcification of the annulus or LVOT was present in 107 (61%) and 63 (36%) patients, respectively. Prevalence of annulus/LVOT calcifications in the left coronary cusp was 42% and 25%, respectively, in the non-coronary cusp 28% and 13%, in the right coronary cusp 13% and 5%. AR grade 2 to 4 assessed by the method of Sellers immediately after TAVR device implantation was observed in 55 patients (31%). Multivariate regression analysis revealed that the overall annulus calcification (OR [95% CI] 1.48 [1.10-2.00]; p=0.0106), the overall LVOT calcification (1.93 [1.26-2.96]; p=0.0026), any moderate or severe LVOT calcification (5.37 [1.52-18.99]; p=0.0092), and asymmetric LVOT calcification were independent predictors of AR. Conclusions: Calcifications of the aortic annulus and LVOT are frequent in patients undergoing TAVR, and both the distribution and the severity of calcifications appear to be independent predictors of aortic regurgitation after device implantation. - See more at: http://www.pcronline.com/eurointervention/77th_issue/126/#sthash.Hzodgju5.dpuf
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For probability distributions on ℝq, a detailed study of the breakdown properties of some multivariate M-functionals related to Tyler's [Ann. Statist. 15 (1987) 234] ‘distribution-free’ M-functional of scatter is given. These include a symmetrized version of Tyler's M-functional of scatter, and the multivariate t M-functionals of location and scatter. It is shown that for ‘smooth’ distributions, the (contamination) breakdown point of Tyler's M-functional of scatter and of its symmetrized version are 1/q and inline image, respectively. For the multivariate t M-functional which arises from the maximum likelihood estimate for the parameters of an elliptical t distribution on ν ≥ 1 degrees of freedom the breakdown point at smooth distributions is 1/(q + ν). Breakdown points are also obtained for general distributions, including empirical distributions. Finally, the sources of breakdown are investigated. It turns out that breakdown can only be caused by contaminating distributions that are concentrated near low-dimensional subspaces.
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1Recent studies demonstrated the sensitivity of northern forest ecosystems to changes in the amount and duration of snow cover at annual to decadal time scales. However, the consequences of snowfall variability remain uncertain for ecological variables operating at longer time scales, especially the distributions of forest communities. 2The Great Lakes region of North America offers a unique setting to examine the long-term effects of variable snowfall on forest communities. Lake-effect snow produces a three-fold gradient in annual snowfall over tens of kilometres, and dramatic edaphic variations occur among landform types resulting from Quaternary glaciations. We tested the hypothesis that these factors interact to control the distributions of mesic (dominated by Acer saccharum, Tsuga canadensis and Fagus grandifolia) and xeric forests (dominated by Pinus and Quercus spp.) in northern Lower Michigan. 3We compiled pre-European-settlement vegetation data and overlaid these data with records of climate, water balance and soil, onto Landtype Association polygons in a geographical information system. We then used multivariate adaptive regression splines to model the abundance of mesic vegetation in relation to environmental controls. 4Snowfall is the most predictive among five variables retained by our model, and it affects model performance 29% more than soil texture, the second most important variable. The abundance of mesic trees is high on fine-textured soils regardless of snowfall, but it increases with snowfall on coarse-textured substrates. Lake-effect snowfall also determines the species composition within mesic forests. The weighted importance of A. saccharum is significantly greater than of T. canadensis or F. grandifolia within the lake-effect snowbelt, whereas T. canadensis is more plentiful outside the snowbelt. These patterns are probably driven by the influence of snowfall on soil moisture, nutrient availability and fire return intervals. 5Our results imply that a key factor dictating the spatio-temporal patterns of forest communities in the vast region around the Great Lakes is how the lake-effect snowfall regime responds to global change. Snowfall reductions will probably cause a major decrease in the abundance of ecologically and economically important species, such as A. saccharum.